-5.9%
DASH vs VLO
+638.1%
-644.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.3% |
| 7D | -10.2% | -0.4% | -9.8% | -10.2% |
| 30D | -8.2% | -16.6% | +8.4% | -6.8% |
| 3M | -15.9% | +12.3% | -28.2% | -17.6% |
| 6M | +13.3% | +47.8% | -34.5% | +6.8% |
| YTD | -21.3% | +126.7% | -148.0% | -31.2% |
| 1Y | -11.1% | +105.4% | -116.5% | -21.1% |
| 3Y | +103.8% | +222.0% | -118.2% | +64.6% |
| 5Y | -21.6% | +449.8% | -471.5% | -41.4% |
| All | -5.9% | +638.1% | -644.1% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling